Page 13 of the uVision2 manual mentions connecting to the target using "Advanced GDI". I assume that is a non serial port method of connecting the debugger, that would be designed into the target. As a third party developer, it would be in our interest to design in any debug facilities since we are largely involved in producing prototypes. I Like the Cygnal JTAG type iface for example. There is no other mention anywhere of the Advanced GDI: where can I find more information?
Look at AP notes under Uvison2. AGDI allows third party target hardware developers to construct dll interface to UV2 debugger. AP note 145 has example and templates. Several AP notes on DLL interface.